Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-07 0.257432 0.278909 0.302130 0.329243 0.360209 0.394688 0.436285
2025-12-14 0.226945 0.254197 0.285228 0.323588 0.370315 0.426180 0.499271
2025-12-21 0.204960 0.235082 0.270692 0.316633 0.375467 0.449969 0.554395
2025-12-28 0.193657 0.226774 0.267247 0.321530 0.394387 0.491952 0.638614
2026-01-04 0.185997 0.221811 0.266892 0.329533 0.417385 0.541583 0.742004
2026-01-11 0.175475 0.212127 0.259300 0.326655 0.424443 0.568903 0.816426
2026-01-18 0.169001 0.207053 0.257119 0.330594 0.441145 0.612258 0.925505
2026-01-25 0.158413 0.195738 0.245548 0.319962 0.434600 0.617738 0.968928
2026-02-01 0.148771 0.185118 0.234193 0.308611 0.425574 0.617596 1.001298
2026-02-08 0.142844 0.179221 0.229024 0.305911 0.429732 0.640003 1.082821
2026-02-15 0.140510 0.178116 0.230502 0.313233 0.450709 0.694808 1.247188
2026-02-22 0.136117 0.173851 0.227094 0.312609 0.458131 0.725614 1.367117
2026-03-01 0.131395 0.169008 0.222719 0.310384 0.463019 0.753287 1.491900
2026-03-08 0.126682 0.163952 0.217740 0.306787 0.465052 0.775557 1.611326
2026-03-15 0.121778 0.158402 0.211717 0.301029 0.462521 0.787889 1.708048
2026-03-22 0.119818 0.157075 0.212047 0.305855 0.480193 0.846942 1.974637
2026-03-29 0.118608 0.156782 0.213924 0.313402 0.503932 0.924769 2.354682
2026-04-05 0.115201 0.153031 0.210147 0.310789 0.507140 0.954312 2.577245
2026-04-12 0.113365 0.151581 0.209944 0.314466 0.523578 1.020530 3.006561
2026-04-19 0.108814 0.145805 0.202512 0.304611 0.510591 1.007199 3.060307
2026-04-26 0.104354 0.140045 0.194908 0.294070 0.495349 0.985793 3.065536
2026-05-03 0.101755 0.137086 0.191763 0.291561 0.497279 1.012305 3.347091
2026-05-10 0.101137 0.137169 0.193596 0.298368 0.520360 1.104246 4.115803